Strategy Tester Report
EA_BBbreak_M15_forEJ_1.00
| 通貨ペア | EURJPY (Euro vs Japanese Yen) | ||||
| 期間 | 15分足(M15) 2007.01.02 00:00 - 2020.12.30 23:45 (2007.01.01 - 2020.12.31) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | MagicNumber=23100001; Lots=0.1; 複利運用基準値=0; トレンドモード=""; トレードモード=""; 週末決済=""; Slippage=3; timeframe=15; 許容スプレッド=50; カスタム設定=""; EMA期間=220; EMA価格差=720; ローソク足長（下限）=0; ローソク足長（上限）=400; 逆指値オフセット値=420; 指値オフセット値=2100; BB期間=140; BB標準偏差倍率=2.1; BB幅=3300; 保持期間=96; | ||||
| テストバー数 | 346914 | モデルティック数 | 290035400 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 11 | ||
| 純益 | 1516720.00 | 総利益 | 4961790.00 | 総損失 | -3445070.00 |
| プロフィットファクタ | 1.44 | 期待利得 | 1018.62 | ||
| 絶対ドローダウン | 20720.00 | 最大ドローダウン | 76020.00 (3.16%) | 相対ドローダウン | 5.51% (57070.00) |
| 総取引数 | 1489 | 売りポジション(勝率%） | 760 (44.08%) | 買いポジション(勝率%） | 729 (42.39%) |
| 勝率(%) | 644 (43.25%) | 負率 (%) | 845 (56.75%) | ||
| 最大 | 勝トレード | 21000.00 | 敗トレード | -6900.00 | |
| 平均 | 勝トレード | 7704.64 | 敗トレード | -4077.01 | |
| 最大 | 連勝(金額) | 8 (35480.00) | 連敗(金額) | 12 (-44110.00) | |
| 最大 | 連勝(トレード数) | 76700.00 (7) | 連敗(トレード数) | -44690.00 (11) | |
| 平均 | 連勝 | 2 | 連敗 | 2 | |
前へ20ページ目
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 2851 | 2020.02.04 10:30 | buy | 1426 | 0.10 | 120.566 | 119.915 | 122.655 | ||
| 2852 | 2020.02.06 10:45 | close | 1426 | 0.10 | 120.887 | 119.915 | 122.655 | 3210.00 | 2419500.00 |
| 2853 | 2020.02.07 12:00 | sell | 1427 | 0.10 | 120.265 | 120.905 | 118.165 | ||
| 2854 | 2020.02.11 12:15 | close | 1427 | 0.10 | 119.892 | 120.905 | 118.165 | 3730.00 | 2423230.00 |
| 2855 | 2020.02.12 11:15 | buy | 1428 | 0.10 | 120.194 | 119.543 | 122.283 | ||
| 2856 | 2020.02.12 19:15 | close | 1428 | 0.10 | 119.695 | 119.543 | 122.283 | -4990.00 | 2418240.00 |
| 2857 | 2020.02.12 19:15 | sell | 1429 | 0.10 | 119.695 | 120.335 | 117.595 | ||
| 2858 | 2020.02.14 19:30 | close | 1429 | 0.10 | 118.928 | 120.335 | 117.595 | 7670.00 | 2425910.00 |
| 2859 | 2020.02.19 12:45 | buy | 1430 | 0.10 | 119.230 | 118.579 | 121.319 | ||
| 2860 | 2020.02.20 16:50 | t/p | 1430 | 0.10 | 121.319 | 118.579 | 121.319 | 20890.00 | 2446800.00 |
| 2861 | 2020.02.21 19:15 | buy | 1431 | 0.10 | 121.332 | 120.681 | 123.421 | ||
| 2862 | 2020.02.24 00:01 | s/l | 1431 | 0.10 | 120.681 | 120.681 | 123.421 | -6510.00 | 2440290.00 |
| 2863 | 2020.02.27 11:00 | buy | 1432 | 0.10 | 120.483 | 119.832 | 122.572 | ||
| 2864 | 2020.02.28 05:25 | s/l | 1432 | 0.10 | 119.832 | 119.832 | 122.572 | -6510.00 | 2433780.00 |
| 2865 | 2020.03.04 16:15 | sell | 1433 | 0.10 | 119.386 | 120.026 | 117.286 | ||
| 2866 | 2020.03.06 13:00 | close | 1433 | 0.10 | 119.315 | 120.026 | 117.286 | 710.00 | 2434490.00 |
| 2867 | 2020.04.09 16:00 | buy | 1434 | 0.10 | 118.678 | 118.027 | 120.767 | ||
| 2868 | 2020.04.13 04:00 | close | 1434 | 0.10 | 118.277 | 118.027 | 120.767 | -4010.00 | 2430480.00 |
| 2869 | 2020.04.13 04:00 | sell | 1435 | 0.10 | 118.277 | 118.917 | 116.177 | ||
| 2870 | 2020.04.15 04:15 | close | 1435 | 0.10 | 117.711 | 118.917 | 116.177 | 5660.00 | 2436140.00 |
| 2871 | 2020.04.15 10:30 | sell | 1436 | 0.10 | 117.341 | 117.981 | 115.241 | ||
| 2872 | 2020.04.17 10:45 | close | 1436 | 0.10 | 116.690 | 117.981 | 115.241 | 6510.00 | 2442650.00 |
| 2873 | 2020.04.21 05:30 | sell | 1437 | 0.10 | 116.595 | 117.235 | 114.495 | ||
| 2874 | 2020.04.23 05:45 | close | 1437 | 0.10 | 116.480 | 117.235 | 114.495 | 1150.00 | 2443800.00 |
| 2875 | 2020.04.28 16:00 | sell | 1438 | 0.10 | 115.923 | 116.563 | 113.823 | ||
| 2876 | 2020.04.30 10:15 | close | 1438 | 0.10 | 116.132 | 116.563 | 113.823 | -2090.00 | 2441710.00 |
| 2877 | 2020.04.30 10:15 | buy | 1439 | 0.10 | 116.132 | 115.481 | 118.221 | ||
| 2878 | 2020.04.30 18:00 | close | 1439 | 0.10 | 117.114 | 115.481 | 118.221 | 9820.00 | 2451530.00 |
| 2879 | 2020.05.12 15:45 | buy | 1440 | 0.10 | 116.675 | 116.024 | 118.764 | ||
| 2880 | 2020.05.13 10:34 | s/l | 1440 | 0.10 | 116.024 | 116.024 | 118.764 | -6510.00 | 2445020.00 |
| 2881 | 2020.05.13 18:45 | sell | 1441 | 0.10 | 115.920 | 116.560 | 113.820 | ||
| 2882 | 2020.05.15 17:15 | close | 1441 | 0.10 | 116.136 | 116.560 | 113.820 | -2160.00 | 2442860.00 |
| 2883 | 2020.05.15 17:15 | buy | 1442 | 0.10 | 116.136 | 115.485 | 118.225 | ||
| 2884 | 2020.05.19 17:30 | close | 1442 | 0.10 | 117.990 | 115.485 | 118.225 | 18540.00 | 2461400.00 |
| 2885 | 2020.05.21 12:15 | buy | 1443 | 0.10 | 118.298 | 117.647 | 120.387 | ||
| 2886 | 2020.05.22 06:24 | s/l | 1443 | 0.10 | 117.647 | 117.647 | 120.387 | -6510.00 | 2454890.00 |
| 2887 | 2020.05.26 11:15 | buy | 1444 | 0.10 | 117.935 | 117.284 | 120.024 | ||
| 2888 | 2020.05.28 11:30 | close | 1444 | 0.10 | 118.533 | 117.284 | 120.024 | 5980.00 | 2460870.00 |
| 2889 | 2020.06.02 11:15 | buy | 1445 | 0.10 | 120.044 | 119.393 | 122.133 | ||
| 2890 | 2020.06.03 18:05 | t/p | 1445 | 0.10 | 122.133 | 119.393 | 122.133 | 20890.00 | 2481760.00 |
| 2891 | 2020.06.11 01:45 | sell | 1446 | 0.10 | 121.680 | 122.320 | 119.580 | ||
| 2892 | 2020.06.15 02:00 | close | 1446 | 0.10 | 120.868 | 122.320 | 119.580 | 8120.00 | 2489880.00 |
| 2893 | 2020.06.22 02:15 | sell | 1447 | 0.10 | 119.353 | 119.993 | 117.253 | ||
| 2894 | 2020.06.22 11:41 | s/l | 1447 | 0.10 | 119.993 | 119.993 | 117.253 | -6400.00 | 2483480.00 |
| 2895 | 2020.06.25 14:00 | sell | 1448 | 0.10 | 120.238 | 120.878 | 118.138 | ||
| 2896 | 2020.06.29 04:15 | close | 1448 | 0.10 | 120.581 | 120.878 | 118.138 | -3430.00 | 2480050.00 |
| 2897 | 2020.06.29 04:15 | buy | 1449 | 0.10 | 120.581 | 119.930 | 122.670 | ||
| 2898 | 2020.07.01 04:30 | close | 1449 | 0.10 | 121.210 | 119.930 | 122.670 | 6290.00 | 2486340.00 |
| 2899 | 2020.07.06 03:15 | buy | 1450 | 0.10 | 121.153 | 120.502 | 123.242 | ||
| 2900 | 2020.07.08 03:30 | close | 1450 | 0.10 | 121.377 | 120.502 | 123.242 | 2240.00 | 2488580.00 |
| 2901 | 2020.07.08 16:45 | buy | 1451 | 0.10 | 121.759 | 121.108 | 123.848 | ||
| 2902 | 2020.07.09 18:02 | s/l | 1451 | 0.10 | 121.108 | 121.108 | 123.848 | -6510.00 | 2482070.00 |
| 2903 | 2020.07.16 16:45 | buy | 1452 | 0.10 | 122.411 | 121.760 | 124.500 | ||
| 2904 | 2020.07.20 17:00 | close | 1452 | 0.10 | 122.358 | 121.760 | 124.500 | -530.00 | 2481540.00 |
| 2905 | 2020.07.21 20:45 | buy | 1453 | 0.10 | 123.091 | 122.440 | 125.180 | ||
| 2906 | 2020.07.23 21:00 | close | 1453 | 0.10 | 123.993 | 122.440 | 125.180 | 9020.00 | 2490560.00 |
| 2907 | 2020.07.28 14:45 | sell | 1454 | 0.10 | 123.314 | 123.954 | 121.214 | ||
| 2908 | 2020.07.29 20:45 | close | 1454 | 0.10 | 123.753 | 123.954 | 121.214 | -4390.00 | 2486170.00 |
| 2909 | 2020.07.29 20:45 | buy | 1455 | 0.10 | 123.753 | 123.102 | 125.842 | ||
| 2910 | 2020.07.31 21:00 | close | 1455 | 0.10 | 124.759 | 123.102 | 125.842 | 10060.00 | 2496230.00 |
| 2911 | 2020.08.05 12:00 | buy | 1456 | 0.10 | 125.148 | 124.497 | 127.237 | ||
| 2912 | 2020.08.07 06:30 | close | 1456 | 0.10 | 124.848 | 124.497 | 127.237 | -3000.00 | 2493230.00 |
| 2913 | 2020.08.07 06:30 | sell | 1457 | 0.10 | 124.848 | 125.488 | 122.748 | ||
| 2914 | 2020.08.11 06:45 | close | 1457 | 0.10 | 124.617 | 125.488 | 122.748 | 2310.00 | 2495540.00 |
| 2915 | 2020.08.11 12:15 | buy | 1458 | 0.10 | 124.992 | 124.341 | 127.081 | ||
| 2916 | 2020.08.13 12:30 | close | 1458 | 0.10 | 126.315 | 124.341 | 127.081 | 13230.00 | 2508770.00 |
| 2917 | 2020.08.17 18:30 | sell | 1459 | 0.10 | 125.803 | 126.443 | 123.703 | ||
| 2918 | 2020.08.19 18:45 | close | 1459 | 0.10 | 125.851 | 126.443 | 123.703 | -480.00 | 2508290.00 |
| 2919 | 2020.08.19 21:15 | sell | 1460 | 0.10 | 125.381 | 126.021 | 123.281 | ||
| 2920 | 2020.08.21 21:30 | close | 1460 | 0.10 | 124.717 | 126.021 | 123.281 | 6640.00 | 2514930.00 |
| 2921 | 2020.08.25 11:15 | buy | 1461 | 0.10 | 125.641 | 124.990 | 127.730 | ||
| 2922 | 2020.08.27 11:30 | close | 1461 | 0.10 | 125.529 | 124.990 | 127.730 | -1120.00 | 2513810.00 |
| 2923 | 2020.08.27 18:30 | buy | 1462 | 0.10 | 125.709 | 125.058 | 127.798 | ||
| 2924 | 2020.08.28 08:15 | close | 1462 | 0.10 | 126.219 | 125.058 | 127.798 | 5100.00 | 2518910.00 |
| 2925 | 2020.09.04 17:45 | sell | 1463 | 0.10 | 125.417 | 126.057 | 123.317 | ||
| 2926 | 2020.09.08 18:00 | close | 1463 | 0.10 | 124.942 | 126.057 | 123.317 | 4750.00 | 2523660.00 |
| 2927 | 2020.09.14 17:30 | sell | 1464 | 0.10 | 125.423 | 126.063 | 123.323 | ||
| 2928 | 2020.09.16 17:45 | close | 1464 | 0.10 | 124.003 | 126.063 | 123.323 | 14200.00 | 2537860.00 |
| 2929 | 2020.09.24 15:45 | sell | 1465 | 0.10 | 122.593 | 123.233 | 120.493 | ||
| 2930 | 2020.09.24 20:45 | close | 1465 | 0.10 | 123.165 | 123.233 | 120.493 | -5720.00 | 2532140.00 |
| 2931 | 2020.09.24 20:45 | buy | 1466 | 0.10 | 123.165 | 122.514 | 125.254 | ||
| 2932 | 2020.09.28 03:53 | s/l | 1466 | 0.10 | 122.514 | 122.514 | 125.254 | -6510.00 | 2525630.00 |
| 2933 | 2020.09.28 04:00 | sell | 1467 | 0.10 | 122.423 | 123.063 | 120.323 | ||
| 2934 | 2020.09.28 15:34 | s/l | 1467 | 0.10 | 123.063 | 123.063 | 120.323 | -6400.00 | 2519230.00 |
| 2935 | 2020.09.28 15:45 | buy | 1468 | 0.10 | 123.134 | 122.483 | 125.223 | ||
| 2936 | 2020.09.30 16:00 | close | 1468 | 0.10 | 123.723 | 122.483 | 125.223 | 5890.00 | 2525120.00 |
| 2937 | 2020.10.01 15:45 | buy | 1469 | 0.10 | 124.165 | 123.514 | 126.254 | ||
| 2938 | 2020.10.02 08:00 | s/l | 1469 | 0.10 | 123.514 | 123.514 | 126.254 | -6510.00 | 2518610.00 |
| 2939 | 2020.10.02 08:15 | sell | 1470 | 0.10 | 123.400 | 124.040 | 121.300 | ||
| 2940 | 2020.10.02 09:30 | close | 1470 | 0.10 | 123.488 | 124.040 | 121.300 | -880.00 | 2517730.00 |
| 2941 | 2020.10.02 09:45 | sell | 1471 | 0.10 | 123.317 | 123.957 | 121.217 | ||
| 2942 | 2020.10.05 11:04 | s/l | 1471 | 0.10 | 123.957 | 123.957 | 121.217 | -6400.00 | 2511330.00 |
| 2943 | 2020.10.06 22:15 | sell | 1472 | 0.10 | 124.062 | 124.702 | 121.962 | ||
| 2944 | 2020.10.07 12:04 | s/l | 1472 | 0.10 | 124.702 | 124.702 | 121.962 | -6400.00 | 2504930.00 |
| 2945 | 2020.10.13 17:00 | sell | 1473 | 0.10 | 124.109 | 124.749 | 122.009 | ||
| 2946 | 2020.10.15 17:15 | close | 1473 | 0.10 | 123.285 | 124.749 | 122.009 | 8240.00 | 2513170.00 |
| 2947 | 2020.10.19 12:30 | buy | 1474 | 0.10 | 123.825 | 123.174 | 125.914 | ||
| 2948 | 2020.10.21 12:45 | close | 1474 | 0.10 | 124.306 | 123.174 | 125.914 | 4810.00 | 2517980.00 |
| 2949 | 2020.10.23 03:15 | sell | 1475 | 0.10 | 123.736 | 124.376 | 121.636 | ||
| 2950 | 2020.10.27 03:30 | close | 1475 | 0.10 | 123.882 | 124.376 | 121.636 | -1460.00 | 2516520.00 |
| 2951 | 2020.10.27 11:00 | sell | 1476 | 0.10 | 123.673 | 124.313 | 121.573 | ||
| 2952 | 2020.10.29 11:15 | close | 1476 | 0.10 | 122.311 | 124.313 | 121.573 | 13620.00 | 2530140.00 |
| 2953 | 2020.11.03 10:45 | buy | 1477 | 0.10 | 122.198 | 121.547 | 124.287 | ||
| 2954 | 2020.11.04 02:45 | close | 1477 | 0.10 | 122.340 | 121.547 | 124.287 | 1420.00 | 2531560.00 |
| 2955 | 2020.11.05 11:30 | buy | 1478 | 0.10 | 122.811 | 122.160 | 124.900 | ||
| 2956 | 2020.11.09 11:45 | close | 1478 | 0.10 | 123.172 | 122.160 | 124.900 | 3610.00 | 2535170.00 |
| 2957 | 2020.11.16 14:15 | buy | 1479 | 0.10 | 124.320 | 123.669 | 126.409 | ||
| 2958 | 2020.11.16 16:52 | s/l | 1479 | 0.10 | 123.669 | 123.669 | 126.409 | -6510.00 | 2528660.00 |
| 2959 | 2020.11.17 17:00 | sell | 1480 | 0.10 | 123.561 | 124.201 | 121.461 | ||
| 2960 | 2020.11.19 17:15 | close | 1480 | 0.10 | 122.986 | 124.201 | 121.461 | 5750.00 | 2534410.00 |
| 2961 | 2020.11.23 13:15 | buy | 1481 | 0.10 | 123.456 | 122.805 | 125.545 | ||
| 2962 | 2020.11.25 13:30 | close | 1481 | 0.10 | 124.180 | 122.805 | 125.545 | 7240.00 | 2541650.00 |
| 2963 | 2020.12.09 17:45 | sell | 1482 | 0.10 | 125.920 | 126.560 | 123.820 | ||
| 2964 | 2020.12.10 11:35 | s/l | 1482 | 0.10 | 126.560 | 126.560 | 123.820 | -6400.00 | 2535250.00 |
| 2965 | 2020.12.11 16:00 | sell | 1483 | 0.10 | 126.056 | 126.696 | 123.956 | ||
| 2966 | 2020.12.14 19:15 | close | 1483 | 0.10 | 126.469 | 126.696 | 123.956 | -4130.00 | 2531120.00 |
| 2967 | 2020.12.14 19:15 | buy | 1484 | 0.10 | 126.469 | 125.818 | 128.558 | ||
| 2968 | 2020.12.15 16:00 | close | 1484 | 0.10 | 125.971 | 125.818 | 128.558 | -4980.00 | 2526140.00 |
| 2969 | 2020.12.15 16:00 | sell | 1485 | 0.10 | 125.971 | 126.611 | 123.871 | ||
| 2970 | 2020.12.16 10:45 | close | 1485 | 0.10 | 126.104 | 126.611 | 123.871 | -1330.00 | 2524810.00 |
| 2971 | 2020.12.17 19:00 | buy | 1486 | 0.10 | 126.437 | 125.786 | 128.526 | ||
| 2972 | 2020.12.21 03:45 | close | 1486 | 0.10 | 126.150 | 125.786 | 128.526 | -2870.00 | 2521940.00 |
| 2973 | 2020.12.21 03:45 | sell | 1487 | 0.10 | 126.150 | 126.790 | 124.050 | ||
| 2974 | 2020.12.23 04:00 | close | 1487 | 0.10 | 126.122 | 126.790 | 124.050 | 280.00 | 2522220.00 |
| 2975 | 2020.12.28 18:15 | buy | 1488 | 0.10 | 126.955 | 126.304 | 129.044 | ||
| 2976 | 2020.12.30 12:15 | close | 1488 | 0.10 | 126.663 | 126.304 | 129.044 | -2920.00 | 2519300.00 |
| 2977 | 2020.12.30 12:15 | sell | 1489 | 0.10 | 126.663 | 127.303 | 124.563 | ||
| 2978 | 2020.12.30 23:59 | close at stop | 1489 | 0.10 | 126.921 | 127.303 | 124.563 | -2580.00 | 2516720.00 |
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